Value at Risk (VaR) prediction on China stock market
95.62Pass RateReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 95.62 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 95.6 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 95.38 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 95.38 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 94.9 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 94.13 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 93.77 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 93.55 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 93.16 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 92.65 | |
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 51.65 |